I think this happens because it takes skill to accept being wrong. I know this has essentially been mentioned on LW before (my most recent reading was in MrMind's comment on the 5 Second Level), but I don't think most people have learnt that skill.

What we learn is that if we say "yes, I was wrong", others have then jumped on us, made fun of us or made an example of us - this starts when we're kids, or in school, where if we happen to be around teachers or parents with an inferiority complex, we've quickly learnt that it's better to be absolutely right or say nothing rather than be a little wrong.

We come here because we want to be, well, less wrong - and we're willing to admit we're wrong in order to be less so, so we're more likely to enter an argument with the genuine goal of coming out with a less wrong answer, rather than proving that our view is right. Most people want to be right, want to fit in, want to not make a mistake because most of us have learnt that being wrong = bad, and we don't want to be bad.